NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.005 |
2.983 |
-0.022 |
-0.7% |
2.970 |
| High |
3.063 |
3.081 |
0.018 |
0.6% |
3.089 |
| Low |
2.945 |
2.964 |
0.019 |
0.6% |
2.832 |
| Close |
2.959 |
2.994 |
0.035 |
1.2% |
3.070 |
| Range |
0.118 |
0.117 |
-0.001 |
-0.8% |
0.257 |
| ATR |
0.105 |
0.106 |
0.001 |
1.2% |
0.000 |
| Volume |
78,019 |
122,439 |
44,420 |
56.9% |
460,449 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.364 |
3.296 |
3.058 |
|
| R3 |
3.247 |
3.179 |
3.026 |
|
| R2 |
3.130 |
3.130 |
3.015 |
|
| R1 |
3.062 |
3.062 |
3.005 |
3.096 |
| PP |
3.013 |
3.013 |
3.013 |
3.030 |
| S1 |
2.945 |
2.945 |
2.983 |
2.979 |
| S2 |
2.896 |
2.896 |
2.973 |
|
| S3 |
2.779 |
2.828 |
2.962 |
|
| S4 |
2.662 |
2.711 |
2.930 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.768 |
3.676 |
3.211 |
|
| R3 |
3.511 |
3.419 |
3.141 |
|
| R2 |
3.254 |
3.254 |
3.117 |
|
| R1 |
3.162 |
3.162 |
3.094 |
3.208 |
| PP |
2.997 |
2.997 |
2.997 |
3.020 |
| S1 |
2.905 |
2.905 |
3.046 |
2.951 |
| S2 |
2.740 |
2.740 |
3.023 |
|
| S3 |
2.483 |
2.648 |
2.999 |
|
| S4 |
2.226 |
2.391 |
2.929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.150 |
2.945 |
0.205 |
6.8% |
0.108 |
3.6% |
24% |
False |
False |
88,225 |
| 10 |
3.150 |
2.776 |
0.374 |
12.5% |
0.122 |
4.1% |
58% |
False |
False |
91,219 |
| 20 |
3.150 |
2.540 |
0.610 |
20.4% |
0.105 |
3.5% |
74% |
False |
False |
64,968 |
| 40 |
3.150 |
2.540 |
0.610 |
20.4% |
0.091 |
3.0% |
74% |
False |
False |
48,856 |
| 60 |
3.150 |
2.540 |
0.610 |
20.4% |
0.092 |
3.1% |
74% |
False |
False |
39,581 |
| 80 |
3.150 |
2.540 |
0.610 |
20.4% |
0.097 |
3.2% |
74% |
False |
False |
33,894 |
| 100 |
3.264 |
2.540 |
0.724 |
24.2% |
0.103 |
3.4% |
63% |
False |
False |
29,002 |
| 120 |
3.732 |
2.540 |
1.192 |
39.8% |
0.100 |
3.3% |
38% |
False |
False |
24,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.578 |
|
2.618 |
3.387 |
|
1.618 |
3.270 |
|
1.000 |
3.198 |
|
0.618 |
3.153 |
|
HIGH |
3.081 |
|
0.618 |
3.036 |
|
0.500 |
3.023 |
|
0.382 |
3.009 |
|
LOW |
2.964 |
|
0.618 |
2.892 |
|
1.000 |
2.847 |
|
1.618 |
2.775 |
|
2.618 |
2.658 |
|
4.250 |
2.467 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.023 |
3.048 |
| PP |
3.013 |
3.030 |
| S1 |
3.004 |
3.012 |
|